PCA Index Dashboard Examples

This script was last run at 2024-03-22 20:44:33.783274+00:00 (UTC)
In US/Central Time, this is 2024-03-22 15:44:33.783274-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.897050	-0.474845	0.086109	-0.008620	0.545319	0.254530
1997-01-03	-0.885341	-0.474845	-0.155694	0.006890	0.744902	0.205367
1997-01-06	-0.881438	-0.474845	-0.064266	-0.016375	0.777780	0.269316
1997-01-07	-0.881438	-0.454023	-0.129228	-0.047395	0.837407	0.382942
1997-01-08	-0.893147	-0.454023	-0.022161	-0.086170	0.785442	0.496175
...	...	...	...	...	...	...
2024-03-15	-0.858019	-1.495106	-0.723509	1.689732	0.831638	0.578848
2024-03-18	-0.869728	-1.474284	-0.733133	1.650957	0.714347	0.682725
2024-03-19	-0.881438	-1.463873	-0.794486	1.658712	0.738923	0.558628
2024-03-20	-0.865825	-1.401408	-0.888320	1.720752	0.828093	0.465852
2024-03-21	-0.900953	-1.432641	-0.902756	1.728507	0.836714	0.472592

7192 rows × 6 columns

../../_images/7dc9c64bd071771dad6288a56d81441b5a39b197c09b4d0aeb8edc3b08bc6651.png

pc1

DATE
1997-01-02   -0.577614
1997-01-03   -0.683750
1997-01-06   -0.666656
1997-01-07   -0.703025
1997-01-08   -0.672695
                ...   
2024-03-15   -1.581536
2024-03-18   -1.564710
2024-03-19   -1.572418
2024-03-20   -1.596562
2024-03-21   -1.626579
Name: PC1, Length: 7192, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

../../_images/5e05359e88dc3d80177a09ba3a3411078af3832fd1099d53670140526db63a88.png

fig = px.line(pc1)
fig.show()

../../_images/168f8c1fa73c1bc9bf48213d1bef0fba7164e6f4665b9ead4277febe46aeeb04.png

PCA Index Dashboard Examples#